TMT Sessions - Hitesh NimjeTMT Sessions - Hitesh Nimje Indicator
Overview
The TMT Sessions indicator is a comprehensive trading tool designed to visualize and analyze the four major global trading sessions. It provides session-based technical analysis including ranges, trends, averages, and statistical metrics for each trading session.
Key Features
Four Global Trading Sessions
1. Session A - New York (13:00-22:00 UTC)
Color: Blue (#0000FF)
Default timeframe: US/Eastern market hours
2. Session B - London (07:00-16:00 UTC)
Color: Black (#000000)
Default timeframe: European market hours
3. Session C - Tokyo (00:00-09:00 UTC)
Color: Red (#FF0000)
Default timeframe: Asian market hours
4. Session D - Sydney (21:00-06:00 UTC)
Color: Orange (#FFA500)
Default timeframe: Australian market hours
Technical Analysis Tools
Range Analysis:
* Visual range boxes showing session high/low boundaries
* Transparent background areas with configurable transparency
* Range outline borders
* Session labels with customizable text display
Trend Analysis:
* Linear regression trendlines for each session
* Statistical metrics including:
R-squared values for trend strength
Standard deviation calculations
Correlation measurements
Statistical Indicators:
* Session Averages: Simple Moving Averages (SMA) calculated within each session
* VWAP: Volume Weighted Average Price for session-based intraday analysis
* Max/Min Lines: Highest and lowest prices recorded during each session
Visual Elements
Session Dividers:
* Visual markers showing session start/end points
* Session identification symbols (NYE, LDN, TYO, SYD)
* Configurable divider display options
Dashboard Features:
* Basic Dashboard: Session status (Active/Inactive) with color-coded indicators
* Advanced Dashboard: Additional metrics including:
Session trend strength (R-squared values)
Volume data
Standard deviation statistics
* Multiple dashboard positions (Top Right, Bottom Right, Bottom Left)
* Configurable text sizes (Tiny, Small, Normal)
Customization Options
Timezone Management:
* UTC offset adjustment (+/- hours)
* Exchange timezone option for automatic adjustment
* Session time customization
Display Settings:
* Individual session enable/disable
* Color customization for each session
* Range area transparency control
* Line description display toggle
* Session text label configuration
Use Cases
1. Session-Based Trading: Identify optimal trading times for each global session
2. Range Trading: Use session ranges as support/resistance levels
3. Trend Analysis: Track session-specific trends and momentum
4. Statistical Analysis: Monitor session volatility and trend strength
5. Market Structure: Understand how price moves across different trading sessions
Technical Specifications
* Pine Script Version: 6
* Overlays: True (displays on price chart)
* Performance: Optimized for up to 500 bars back
* Multi-element Support: Handles up to 500 lines, boxes, and labels
* Data Source: Compatible with all trading instruments and timeframes
Benefits for Traders
1. Global Market Awareness: Visual representation of all major trading sessions
2. Session Analysis: Automated calculation of key session statistics
3. Trading Strategy Development: Session-based entry and exit signals
4. Risk Management: Session ranges for stop-loss and take-profit levels
5. Market Timing: Optimal trading session identification
This indicator is particularly valuable for forex traders, day traders, and anyone who needs to understand price behavior across different global market sessions. It combines multiple technical analysis concepts into a unified, session-focused trading tool.
TRADING DISCLAIMER
RISK WARNING
Trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. You should carefully consider whether trading is suitable for you in light of your circumstances, knowledge, and financial resources.
NO FINANCIAL ADVICE
This indicator is provided for educational and informational purposes only. It does not constitute:
* Financial advice or investment recommendations
* Buy/sell signals or trading signals
* Professional investment advice
* Legal, tax, or accounting guidance
LIMITATIONS AND DISCLAIMERS
Technical Analysis Limitations
* Pivot points are mathematical calculations based on historical price data
* No guarantee of accuracy of price levels or calculations
* Markets can and do behave irrationally for extended periods
* Past performance does not guarantee future results
* Technical analysis should be used in conjunction with fundamental analysis
Data and Calculation Disclaimers
* Calculations are based on available price data at the time of calculation
* Data quality and availability may affect accuracy
* Pivot levels may differ when calculated on different timeframes
* Gaps and irregular market conditions may cause level failures
* Extended hours trading may affect intraday pivot calculations
Market Risks
* Extreme market volatility can invalidate all technical levels
* News events, economic announcements, and market manipulation can cause gaps
* Liquidity issues may prevent execution at calculated levels
* Currency fluctuations, inflation, and interest rate changes affect all levels
* Black swan events and market crashes cannot be predicted by technical analysis
USER RESPONSIBILITIES
Due Diligence
* You are solely responsible for your trading decisions
* Conduct your own research before using this indicator
* Verify calculations with multiple sources before trading
* Consider multiple timeframes and confirm levels with other technical tools
* Never rely solely on one indicator for trading decisions
Risk Management
* Always use proper risk management and position sizing
* Set appropriate stop-losses for all positions
* Never risk more than you can afford to lose
* Consider the inherent risks of leverage and margin trading
* Diversify your portfolio and trading strategies
Professional Consultation
* Consult with qualified financial advisors before trading
* Consider your tax obligations and legal requirements
* Understand the regulations in your jurisdiction
* Seek professional advice for complex trading strategies
LIMITATION OF LIABILITY
Indemnification
The creator and distributor of this indicator shall not be liable for:
* Any trading losses, whether direct or indirect
* Inaccurate or delayed price data
* System failures or technical malfunctions
* Loss of data or profits
* Interruption of service or connectivity issues
No Warranty
This indicator is provided "as is" without warranties of any kind:
* No guarantee of accuracy or completeness
* No warranty of uninterrupted or error-free operation
* No warranty of merchantability or fitness for a particular purpose
* The software may contain bugs or errors
Maximum Liability
In no event shall the liability exceed the purchase price (if any) paid for this indicator. This limitation applies regardless of the theory of liability, whether contract, tort, negligence, or otherwise.
REGULATORY COMPLIANCE
Jurisdiction-Specific Risks
* Regulations vary by country and region
* Some jurisdictions prohibit or restrict certain trading strategies
* Tax implications differ based on your location and trading frequency
* Commodity futures and options trading may have additional requirements
* Currency trading may be regulated differently than stock trading
Professional Trading
* If you are a professional trader, ensure compliance with all applicable regulations
* Adhere to fiduciary duties and best execution requirements
* Maintain required records and reporting
* Follow market abuse regulations and insider trading laws
TECHNICAL SPECIFICATIONS
Data Sources
* Calculations based on TradingView data feeds
* Data accuracy depends on broker and exchange reporting
* Historical data may be subject to adjustments and corrections
* Real-time data may have delays depending on data providers
Software Limitations
* Internet connectivity required for proper operation
* Software updates may change calculations or functionality
* TradingView platform dependencies may affect performance
* Third-party integrations may introduce additional risks
MONEY MANAGEMENT RECOMMENDATIONS
Conservative Approach
* Risk only 1-2% of capital per trade
* Use position sizing based on volatility
* Maintain adequate cash reserves
* Avoid over-leveraging accounts
Portfolio Management
* Diversify across multiple strategies
* Don't put all capital into one approach
* Regularly review and adjust trading strategies
* Maintain detailed trading records
FINAL LEGAL NOTICES
Acceptance of Terms
* By using this indicator, you acknowledge that you have read and understood this disclaimer
* You agree to assume all risks associated with trading
* You confirm that you are legally permitted to trade in your jurisdiction
Updates and Changes
* This disclaimer may be updated without notice
* Continued use constitutes acceptance of any changes
* It is your responsibility to stay informed of updates
Governing Law
* This disclaimer shall be governed by the laws of the jurisdiction where the indicator was created
* Any disputes shall be resolved in the appropriate courts
* Severability clause: If any part of this disclaimer is invalid, the remainder remains enforceable
REMEMBER: THERE ARE NO GUARANTEES IN TRADING. THE MAJORITY OF RETAIL TRADERS LOSE MONEY. TRADE AT YOUR OWN RISK.
Contact Information:
* Creator: Hitesh_Nimje
* Phone: Contact@8087192915
* Source: Thought Magic Trading
© HiteshNimje - All Rights Reserved
This disclaimer should be prominently displayed whenever the indicator is shared, sold, or distributed to ensure users are fully aware of the risks and limitations involved in trading.
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MinsenAMRS 2.0MinsenAMRS 2.0 - Minsen Advanced Momentum Reversal System
Get an Early Warning as Momentum Weakens
Many classic indicators share a common pain point—they tell you a trend "has already happened." When you see a MACD golden cross or death cross, the price has often already moved a significant distance. Entering at that point often means chasing the move or dealing with a widened stop-loss, making trading passive.
MinsenAMRS 2.0 starts from a completely different premise. It doesn't wait for a trend to be fully formed for confirmation. Instead, it issues an alert in the early stages of trend momentum exhaustion, giving you ample time to observe, analyze, and make decisions at an optimal timing. It's like observing a car at high speed—MinsenAMRS's alert doesn't occur when it has already turned around, but at the moment it eases off the throttle and begins to decelerate.
How Does the System Identify Alert Zones?
MinsenAMRS signals are not based on a single, fixed threshold. They are generated by analyzing the historical distribution characteristics of market momentum and its current dynamic structure.
It continuously assesses the current momentum state relative to its position within the entire historical data, understanding what is normal and what is extreme. On this basis, the system dynamically identifies structural changes in momentum, such as decay and divergence. This means the alert logic adapts to different market volatility environments, with the goal of objectively capturing the early signs of a shift in the internal force driving price movement.
Core: The Alert Marker System
The following explains the meaning of all alert markers on the chart:
🟢 Bullish Direction Alerts
* Green Upward Arrow: Bullish Reversal Alert
The system identifies a significant bottom momentum exhaustion structure, suggesting a downtrend may face reversal.
* Green Small Triangle: Bullish Divergence Alert
Indicates a preliminary bottom divergence signal between price and momentum, requiring close attention.
🔴 Bearish Direction Alerts
* Red Downward Arrow: Bearish Reversal Alert
The system identifies a significant top momentum exhaustion structure, suggesting an uptrend may face reversal.
* Red Small Triangle: Bearish Divergence Alert
Indicates a preliminary top divergence signal between price and momentum, requiring close attention.
🔄 Trend Continuation Alerts
* Blue Diamond: Bullish Continuation Alert
Within an overall uptrend, suggests a short-term pullback is possible, but the primary upward direction is expected to remain intact.
* Orange Diamond: Bearish Continuation Alert
Within an overall downtrend, suggests a short-term rally is possible, but the primary downward direction is expected to remain intact.
Important Note: Alert markers represent zones identified by the system as "requiring focused observation." They are the starting point of the decision-making process, not direct trading instructions.
Information Panel
Displays the current state in real-time:
* Alert Status: Whether there is a current alert signal. (Note: The info table may show preliminary alerts based on the latest price before a candle closes on the current timeframe. It is recommended to wait for candle closure and base decisions on the final signal. This indicator is designed for early warning, so there's no need to worry about missing an entry by waiting for one candle.)
* Price Momentum: Accelerating rise/fall, or stable state.
* Composite Momentum: Extremely Strong, Strong, Neutral, Weak, Extremely Weak.
* Volume Status: Exceptionally High, Moderately High, Low, Normal.
* MACD Bias: Bullish Strengthening/Weakening, Bearish Strengthening/Weakening.
Auxiliary Reference: Synchronized MACD Display
For ease of analysis, the indicator simultaneously displays the traditional MACD and its histogram:
* Line: MACD Fast Line.
* Histogram: MACD Histogram colored according to its numerical state.
Please Note: These are auxiliary references. The core value of the system lies in the Alert Markers above.
How to Use: From Alert to Decision
When an alert marker appears, it signals that "the inertia of market momentum may be encountering resistance here, please observe closely," not "reverse your position immediately."
The correct response process is:
1. Increase Focus: Mark this zone as a key observation area on your chart.
2. Seek Confluent Confirmation: Observe if other technical structures (support/resistance, chart patterns, trendlines) align in this price zone.
3. Wait for Price Confirmation: Patiently wait for the market itself to validate the alert's effectiveness through price action (e.g., key level breaks, specific reversal candle patterns).
4. Formulate a Trading Plan: Only after receiving price action confirmation should you develop a trading plan with clear entry and stop-loss levels.
The core value of this system is to help you pre-identify "potential opportunity zones," saving significant time spent blindly scanning charts and focusing your attention on the most critical junctures of market change.
Usage Framework
It is recommended to adopt a multi-timeframe analysis workflow:
1. On the higher timeframe you use for primary analysis and strategy, watch for MinsenAMRS alert signals. This helps you locate potential areas requiring macro-strategic adjustment.
2. Once an alert appears, switch to a lower operational timeframe chart. On this micro scale, look for specific entry timings and risk management points based on more refined price action and structure.
3. Combine the higher timeframe's potential reversal alert with the lower timeframe's precise tactical signals to build a decision-making loop.
A Straightforward Strategy
After an alert signal appears, wait for the completion of one subsequent candle. Then, observe if the MACD histogram has turned to a confirming color (e.g., after a bullish signal, the histogram turns green). Additionally, confirm aligned directionality by observing the price action on two adjacent timeframes you commonly use before deciding to enter.
About Signal Characteristics
* No Repainting: Signals are finalized and plotted once at candle close. Historical signals do not change.
* Multi-Timeframe Applicable: The core analytical method is applicable across different timeframes.
A Frank Note on Applicability
No tool is universal. Understanding its optimal application scenarios is part of using it correctly:
* In Clear Trend Markets: It can effectively depict the evolution of trend momentum strength, helping you identify the accelerating phase, correction phases, and potential warning zones of terminal exhaustion within the main trend.
* During Ranging or Early Trend Reversal Phases: Its value is highest here, helping you focus on genuine potential turning points rather than ordinary fluctuations within a range.
* In Extreme, One-Sided Markets: Momentum may repeatedly touch extreme zones, and the system will continuously signal a state of "risk accumulation." In such cases, alert signals need to be interpreted in the context of the larger trend background—are they signaling a trend continuation or a genuine prelude to a reversal?
Finally: Sensing the Shift in Power Before the Change
Markets fluctuate on the tides of collective sentiment. The greatest danger lies in being swept away by the current, losing oneself in euphoria or fear. True advantage comes from observation—observing when the tide's force reaches its extreme, observing when the internal momentum driving the trend begins to subtly change.
MinsenAMRS 2.0 aims to be that reliable observation instrument in your hands. It does not predict the direction of the tide but strives to alert you to the subtle signs of a shift in its power, helping you direct your attention to where it matters most at critical moments.
May you remain calm and respond with composure amidst the rhythm of the markets.
Disclaimer & Risk Notice
1. Investment Risk Notice: Trading in financial markets carries risks. Past performance does not guarantee future results. MinsenAMRS 2.0 is solely a technical analysis tool and does not constitute any investment advice or trading signal.
2. Tool Nature Statement: This indicator is designed to assist your trading decisions but cannot replace your own analysis and judgment. Final trading decisions should be made by you, and you bear the corresponding responsibility.
3. Technical Limitations: No technical indicator can predict the market with 100% accuracy. Even the most sophisticated analytical system cannot avoid the impact of unexpected market events.
4. Learning and Adaptation: It is recommended to thoroughly test the indicator on a demo account first, familiarize yourself with its signal characteristics and response patterns, and find the usage method that suits you best.
//====中文版====
MinsenAMRS 2.0 - 明心动能反转预警
在动能衰减的初期，获得预警
许多经典指标都有一个共同的痛点——它们告诉你趋势“已经发生”。当你看到MACD金叉或死叉时，价格往往已经运行了一段距离。这时候入场，要么追高，要么止损空间被放大，交易变得被动。
MinsenAMRS 2.0 的出发点完全不同。它不等待趋势完全成型才确认，而是在趋势动能开始衰竭的初期就发出预警，让你有足够的时间观察、分析，并在最佳时机做出决策。这就像观察一辆高速行驶的汽车——MinsenAMRS的预警不发生在它已经掉头的时候，而是在它松油门、开始减速的那个时刻。
系统如何识别预警区域？
MinsenAMRS的信号并非基于单一、固定的阈值，而是通过分析市场动能的历史分布特征和当前动态结构来实现的。
它会持续评估当前动能状态在整个历史数据中的位置，理解什么是常态、什么是极端。在此基础上，系统动态识别动能运行中的衰减、背离等结构变化。这意味着预警逻辑能适应不同的市场波动环境，其目标是客观捕捉推动价格运动的内在力量发生转变的早期迹象。
核心：预警标记系统
以下是图表上所有预警标记的含义说明：
🟢 看涨方向预警
* 绿色向上箭头：看涨反转预警
系统识别出显著的底部动能衰竭结构，提示下跌趋势可能面临反转。
* 绿色小三角：看涨背离预警
提示价格与动能之间出现初步的底部背离迹象，需密切关注。
🔴 看跌方向预警
* 红色向下箭头：看跌反转预警
系统识别出显著的顶部动能衰竭结构，提示上涨趋势可能面临反转。
* 红色小三角：看跌背离预警
提示价格与动能之间出现初步的顶部背离迹象，需密切关注。
🔄 趋势延续预警
* 蓝色菱形：看涨中继预警
在整体上涨趋势中，提示短期可能出现回调，但主要上升方向预计保持不变。
* 橙色菱形：看跌中继预警
在整体下跌趋势中，提示短期可能出现反弹，但主要下降方向预计保持不变。
重要提示：预警标记是系统识别出的“需要重点观察的区域”，它们是决策流程的起点，而非直接交易的指令。
信息面板
实时显示当前状态：
* 预警状态：当前有无预警信号（信息表格预警：在当前级别K线没有走完时，信息表格会根据最新价格提前预警，建议等待K线闭合后，根据最终信号决策，本指标具有提前预警的特性，不必担心1根K线就入场晚了。）
* 价格动能：加速上涨/下跌，还是平稳状态
* 综合动能：极强、强势、中性、弱势、极弱
* 成交量状态：异常放量、温和放量、缩量、正常
* MACD多空：多头增强/减弱、空头增强/减弱
辅助参考：MACD同步显示
为便于分析，指标同步显示了传统MACD及其柱状图：
* 曲线：MACD快线
* 量柱：根据数值状态着色的MACD柱状图
请注意：这些是辅助参考，系统的核心价值在于上方的预警标记。预警信号的生成独立于MACD的传统金叉死叉逻辑。
如何使用：从预警到决策
当预警标记出现时，它意味着“市场动能的惯性在这里可能遇到阻碍，请重点观察”，而不是“立即反向操作”。
正确的应对流程是：
1. 提高关注度：将此区域标记为你图表上的关键观察区。
2. 寻求共振确认：观察该价格区域是否存在其他技术结构与之共振。
3. 等待价格确认：耐心等待市场自身通过K线行为来验证预警的有效性。
4. 制定交易计划：仅在得到价格行为确认后，才制定包含明确入场点和止损位的交易计划。
本系统的核心价值在于帮你提前锁定“潜在的机会区域”，节省大量盲目扫描图表的时间，并将你的注意力聚焦在市场最关键的变化节点上。
使用框架
建议采用大小级别联动的分析流程：
1. 在你主要分析和决策的大级别图表上，关注MinsenAMRS发出的预警信号。这帮你定位到可能需要宏观策略调整的潜在区域。
2. 当预警出现后，切换到更小的操作级别图表。在这个微观尺度上，依据更精细的价格行为和结构来寻找具体的入场时机与风控点位。
3. 将大级别的潜在转折预警与小级别的精确战术信号相结合，构建决策闭环。
一个粗暴的策略
出现预警信号后，等待走完1根K线之后，MACD量柱转变为同色（例如：出现看涨信号后，MACD量柱变绿），联动观察相邻的大小两个常用级别，确认走势同向，再决策入场。
关于信号特性
* 无未来函数：信号在K线收盘时一次性确定，历史信号不会改变
* 多级别适用：核心分析方法适用于不同的时间框架
坦诚的适用性说明
没有工具是万能的。清晰了解其最佳应用场景，本身就是正确使用的一部分：
* 在明确的趋势行情中：它能有效描绘趋势动能的强度演变，帮助你识别主趋势的加速段、调整段以及可能进入末端衰竭的预警区。
* 在震荡或趋势转换初期：此时它的价值最高，能帮助你关注真正的潜在转折点，而非震荡区间内的普通波动。
* 在极端单边行情中：动能可能反复触及极端区域，系统会持续提示“风险积聚”的状态。这时，预警信号需要你结合更大的趋势背景来理解其含义——是趋势中继，还是真正的转折前兆。
最后：在变化前感知力量的消长
市场在群体情绪的潮汐中波动。最危险的莫过于被潮水裹挟，在狂热或恐惧中迷失自我。真正的优势来自于观察——观察潮汐的力道何时达到极致，观察推动趋势的内在动能何时开始悄然变化。
MinsenAMRS 2.0 的目标，就是成为你手中那个可靠的观察仪。它不预测潮水的方向，但致力于提醒你潮汐力量转换的微妙征兆，帮助你在关键时刻，将注意力投向最该关注的地方。
愿你在市场的律动中，保持冷静，从容应对。
免责声明与风险提示
1. 投资风险提示
金融市场交易存在风险，过往表现不代表未来结果。MinsenAMRS 2.0 仅为技术分析工具，不构成任何投资建议或交易信号。
2. 工具性质说明
本指标旨在辅助您进行交易决策，但不能替代您自己的分析和判断。最终的交易决策应由您自己做出，并承担相应责任。
3. 技术局限性
没有任何技术指标能够100%准确预测市场。即使是最完善的分析系统，也无法避免市场突发性事件带来的影响。
4. 学习与适应
建议在使用前先用模拟账户进行充分测试，熟悉系统的信号特征和响应方式，找到适合自己的使用方法。
Keltner Hull Suite [QuantAlgo]🟢 Overview
The Keltner Hull Suite combines Hull Moving Average positioning with double-smoothed True Range banding to identify trend regimes and filter market noise. The indicator establishes upper and lower volatility bounds around the Hull MA, with the trend line conditionally updating only when price violates these boundaries. This mechanism distinguishes between genuine directional shifts and temporary price fluctuations, providing traders and investors with a systematic framework for trend identification that adapts to changing volatility conditions across multiple timeframes and asset classes.
🟢 How It Works
The calculation foundation begins with the Hull Moving Average, a weighted moving average designed to minimize lag while maintaining smoothness:
hullMA = ta.hma(priceSource, hullPeriod)
The indicator then calculates true range and applies dual exponential smoothing to create a volatility measure that responds more quickly to volatility changes than traditional ATR implementations while maintaining stability through the double-smoothing process:
tr = ta.tr(true)
smoothTR = ta.ema(tr, keltnerPeriod)
doubleSmooth = ta.ema(smoothTR, keltnerPeriod)
deviation = doubleSmooth * keltnerMultiplier
Dynamic support and resistance boundaries are constructed by applying the multiplier-scaled volatility deviation to the Hull MA, creating upper and lower bounds that expand during volatile periods and contract during consolidation:
upperBound = hullMA + deviation
lowerBound = hullMA - deviation
The trend line employs a conditional update mechanism that prevents premature trend reversals. The system maintains the current trend line until price action violates the respective boundary, at which point the trend line snaps to the violated bound:
if upperBound < trendLine
trendLine := upperBound
if lowerBound > trendLine
trendLine := lowerBound
Directional bias determination compares the current trend line value against its previous value, establishing bullish conditions when rising and bearish conditions when falling. Signal generation occurs on state transitions, triggering alerts when the trend state shifts from neutral or opposite direction:
trendUp = trendLine > trendLine
trendDown = trendLine < trendLine
longSignal = trendState == 1 and trendState != 1
shortSignal = trendState == -1 and trendState != -1
The visualization layer creates a trend band by plotting both the current trend line and a two-bar shifted version, with the area between them filled to create a visual channel that reinforces directional conviction.
🟢 How to Use This Indicator
▶ Long and Short Signals: The indicator generates long/buy signals when the trend state transitions to bullish (trend line begins rising) and short/sell signals when transitioning to bearish (trend line begins falling). These state changes represent structural shifts in momentum where price has broken through the adaptive volatility bands, confirming directional commitment.
▶ Trend Band Dynamics: The spacing between the main trend line and its shifted counterpart creates a visual band whose width reflects trend strength and momentum consistency. Expanding bands indicate accelerating directional movement and strong trend persistence, while contracting or flattening bands suggest decelerating momentum, potential trend exhaustion, or impending consolidation. Monitoring band width provides early warning of regime transitions from trending to range-bound conditions.
▶ Preconfigured Presets: Three optimized parameter sets accommodate different trading styles and timeframes. Default (14, 20, 2.0) provides balanced trend identification suitable for daily charts and swing trading, Fast Response (10, 14, 1.5) delivers aggressive signal generation optimized for intraday scalping and momentum trading on 1-15 minute timeframes, while Smooth Trend (18, 30, 2.5) offers conservative trend confirmation ideal for position trading on 4-hour to daily charts with enhanced noise filtration.
▶ Built-in Alerts: Three alert conditions enable automated monitoring - Bullish Trend Signal triggers on long setup confirmation, Bearish Trend Signal activates on short setup confirmation, and Trend Change alerts on any directional transition. These notifications allow you to respond to regime shifts without continuous chart monitoring.
▶ Color Customization: Five visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and display preferences, ensuring optimal contrast and visual clarity across trading environments.
Zig Zag & Trendlines with Dynamic Threshold ATRPercentage Zig Zag with Dynamic Threshold
This Pine Script indicator is an advanced Zig Zag tool that identifies and tracks price pivots based on a percentage move required for reversal, offering a clear visual representation of volatility-adjusted trends.
Core Functionality (The Reversal Threshold):
Unlike standard Zig Zag indicators that use a fixed price difference, this indicator calculates the required reversal size (%X) dynamically using the Average True Range (ATR).
It calculates the ATR as a percentage of the current price (ATR%).
The final threshold is this ATR% multiplied by a user-defined factor (default 3x).
This means the reversal threshold is wider during volatile periods and narrower during quiet periods, adapting automatically to market conditions. Users can optionally revert to a fixed percentage if desired.
Trend Extension Lines:
The indicator draws two unique, dynamic trend lines connecting the last two significant Highs and the last two significant Lows. Crucially, these lines do not wait for the entire Zig Zag leg to confirm:
If the price is actively forming a new up-leg, the High Extension Line connects the last confirmed High to the current extreme high of the active move.
The Low Extension Line functions similarly for the downtrend.
This feature allows the user to visualize dynamic support and resistance levels based on the current, active trend structure defined by the percentage threshold.
APEX TREND: Macro & Hard Stop SystemAPEX TREND: Macro & Hard Stop System
The APEX TREND System is a composite trend-following strategy engineered to solve the "Whipsaw" problem inherent in standard breakout systems. It orchestrates four distinct technical theories—Macro Trend Filtering, Volatility Squeeze, Momentum, and Volatility Stop-Loss—into a single, hierarchical decision-making engine.
This script is not merely a collection of indicators; it is a rules-based trading system designed for Swing Traders (Day/Week timeframes) who aim to capture major trend extensions while strictly managing downside risk through a "Hard Stop" mechanism.
🧠 Underlying Concepts & Originality
Many trend indicators fail because they treat all price movements equally. The APEX TREND differentiates itself by applying an "Institutional Filter" logic derived from classic Dow Theory and Modern Volatility Analysis.
1. The Macro Hard Stop (The 200 EMA Logic)
Origin: Based on the institutional mandate that “Nothing good happens below the 200-day moving average.”
Function: Unlike standard super trends that flip constantly in sideways markets, this system integrates a 200-period Exponential Moving Average (EMA) as a non-negotiable "Hard Stop."
Synergy: This acts as the primary gatekeeper. Even if the volatility engine signals a "Buy," the system suppresses the signal if the price is below the Macro Baseline, effectively filtering out counter-trend traps.
2. The Volatility Engine (Squeeze Theory)
Origin: Derived from John Carter’s TTM Squeeze concept.
Function: The script identifies periods where Bollinger Bands (Standard Deviation) contract inside Keltner Channels (ATR). This indicates a period of potential energy build-up.
Synergy: The system only triggers an entry when this energy is released (Breakout) AND coincides with Linear Regression Momentum, ensuring the breakout is genuine.
3. Anti-Chop Filter (ADX Integration)
Origin: J. Welles Wilder’s Directional Movement Theory.
Function: A common failure point for trend systems is low-volatility chop. This script utilizes the Average Directional Index (ADX).
Synergy: If the ADX is below the threshold (Default: 20), the market is deemed "Choppy." The script visually represents this by painting candles GRAY, signaling a "No-Trade Zone" regardless of price action.
4. The "Run Trend" Stop Loss (Factor 4.0 ATR)
Origin: Adapted from the Turtle Trading rules regarding volatility-based stops.
Function: Standard Trailing Stops (usually Factor 3.0) are too tight for crypto or volatile equities on daily timeframes.
Optimization: This system employs a wider ATR Multiplier of 4.0. This allows the asset to fluctuate naturally within a trend without triggering a premature exit, maximizing the "Run Trend" potential.
🛠 How It Works (The Algorithm)
The script processes data in a specific order to generate a signal:
Check Macro Trend: Is Price > EMA 200? (If No, Longs are disabled).
Check Volatility: Is ADX > 20? (If No, all signals are disabled).
Check Volume: Is Current Volume > 1.2x Average Volume? (Confirmation of institutional participation).
Trigger: Has a Volatility Breakout occurred in the direction of the Macro Trend?
Execution: If ALL above are true -> Generate Signal.
🎯 Strategy Guide
1. Long Setup (Bullish)
Signal: Look for the Green "APEX LONG" Label.
Condition: The price must be ABOVE the White Line (EMA 200).
Execution: Enter at the close of the signal candle.
Stop Loss: Initial stop at the Green Trailing Line.
2. Short Setup (Bearish)
Signal: Look for the Red "APEX SHORT" Label.
Condition: The price must be BELOW the White Line (EMA 200).
Execution: Enter at the close of the signal candle.
Stop Loss: Initial stop at the Red Trailing Line.
3. Exit Rules (Crucial)
This system employs a Dual-Exit Mechanism:
Soft Exit (Profit Taking): Close the position if the price crosses the Trailing Stop Line (Green/Red line). This locks in profits during a trend reversal.
Hard Exit (Emergency): Close the position IMMEDIATELY if the price crosses the White EMA 200 Line against your trade. This prevents holding a position during a major market regime change.
⚙️ Settings
Momentum Engine: Adjust Bollinger Band/Keltner Channel lengths to tune breakout sensitivity.
Apex Filters: Toggle the EMA 200 or ADX filters on/off to adapt to different asset classes.
Risk Management: The ATR Multiplier (Default 4.0) controls the width of the trailing stop. Lower values = Tighter stops (Scalping); Higher values = Looser stops (Swing).
Disclaimer: This script is designed for trend-following on higher timeframes (4H, 1D, 1W). Please backtest on your specific asset before live trading.
DarkPool's RSi DarkPool's RSi is an enhanced momentum oscillator designed to automatically detect structural discrepancies between price action and the Relative Strength Index. While retaining the standard RSI visualization, this script overlays advanced divergence recognition logic to identify potential trend reversals.
The tool identifies pivot points in real-time and compares recent peaks and valleys against historical data. When the momentum of the RSI contradicts the direction of price action, the indicator highlights these events using dynamic trendlines, shape markers, and background coloring. A built-in dashboard table provides an immediate status check of active divergence signals.
Key Features
Automated Divergence Detection: Automatically spots both Regular Bullish and Regular Bearish divergences based on pivot lookback settings.
Dynamic Visuals: Draws physical lines connecting RSI peaks or troughs to visualize the divergence angle, alongside triangle markers indicating the signal direction.
Active Status Dashboard: A data table located on the chart monitors the current state of the market, flagging signals as "Active" when detected.
Standard RSI Overlay: Includes standard Overbought (70) and Oversold (30) reference lines for traditional momentum trading.
How to Use
1. Reading the Standard RSI The black line represents the Relative Strength Index.
Overbought (Above 70): Suggests the asset may be overvalued and due for a pullback.
Oversold (Below 30): Suggests the asset may be undervalued and due for a bounce.
Midline (50): Acts as a trend filter; values above 50 indicate bullish momentum, while values below 50 indicate bearish momentum.
2. Trading Divergences The primary function of this tool is to identify reversal setups.
Bullish Divergence (Green Triangle/Line): Occurs when Price makes a Lower Low, but the RSI makes a Higher Low. This indicates that selling momentum is exhausting and a price increase may follow.
Bearish Divergence (Red Triangle/Line): Occurs when Price makes a Higher High, but the RSI makes a Lower High. This indicates that buying momentum is fading and a price decrease may follow.
3. Visual Aids
Lines: The script draws solid lines directly on the RSI pane connecting the relevant pivot points to confirm the divergence slope.
Background Color: When a divergence is detected, the background of the indicator pane will highlight briefly (Green for Bullish, Red for Bearish) to draw attention to the new signal.
4. The Dashboard A small table in the bottom right corner tracks the status of the signals.
Status: ACTIVE: A divergence has been detected within the last 10 bars.
Status: None: No recent divergence patterns have been identified.
Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a guarantee of future results. Trading cryptocurrencies and financial markets involves a high level of risk. Always perform your own due diligence before making any trading decisions.
Long-Term Strategy: 1-Year Breakout + 6-Month ExitDescripción (Description): (Copia y pega todo lo que está dentro del recuadro de abajo)
Description
This is a long-term trend-following strategy designed to capture major market moves while filtering out short-term noise. It is based on the classic principle of "buying strength" (Breakouts) and allowing profits to run, while cutting losses when the medium-term trend reverses.
How it Works (Logic)
1. Entry Condition (Long Only): The strategy looks for a significant display of strength. It enters a Long position only when two conditions are met simultaneously:
Price Breakout: The closing price exceeds the highest high of the last 252 trading days (approximately 1 year). This ensures we are entering during a strong momentum phase.
Trend Filter: The SuperTrend indicator (Settings: ATR 10, Factor 3.0) must be bullish. This acts as a confirmation filter to avoid false breakouts in choppy markets.
2. Exit Condition: The strategy uses a trailing stop based on price action, not a fixed percentage.
It closes the position when the price closes below the lowest low of the last 126 trading days (approximately 6 months).
This wide exit allows the trade to "breathe" during normal market corrections without exiting the position prematurely.
Settings & Risk Management
Capital Usage: The script is configured to use 10% of equity per trade to reflect realistic risk management (compounding).
Commissions: Included at 0.1% to simulate real trading costs.
Slippage: Included (3 ticks) to account for market execution variability.
Best Use: This strategy is intended for higher timeframes (Daily or Weekly) on trending assets like Indices, Crypto, or Commodities.
QuantMotions - TPR Sentinel LineTPR Sentinel Line is an advanced adaptive Support/Resistance system that combines multi-layered trend analysis with a directional Time-Price Ratio (TPR) engine. The indicator dynamically builds a stabilized support or resistance line that adjusts to market volatility, trend strength, ATR expansion and contraction, and real-time slope changes.
This creates a high-precision, self-adjusting trend barrier that acts as support in uptrends, resistance in downtrends, and a neutral anchor during sideways phases.
Key Features
✔ Adaptive Trend Base
- A composite trend model blending:
- Kijun-style midpoint
- Donchian midline
- SMA & EMA smoothing
This creates a stable baseline that reacts smoothly but reliably to structural trend shifts.
✔ Directional TPR Calculation
The indicator measures slope across short, medium, and long trend windows, normalizes it with ATR, and determines:
- Trend direction
- Trend strength
- Momentum quality
✔ Dynamic Support/Resistance Line
Depending on trend direction:
- In uptrends → the line becomes adaptive support
- In downtrends → the line becomes adaptive resistance
- In neutral phases → the line centers around the smoothed trend base
A built-in lag factor prevents unrealistic jumps and keeps the level stable.
✔ Automatic Support/Resistance Zones
The indicator expands the main line into upper and lower zones based on ATR and trend strength, creating a dynamic volatility envelope around the trend structure.
✔ Signals & Alerts
- Support bounce
- Resistance rejection
- Breakouts above/below the dynamic line
These events help identify high-probability continuation or reversal moments.
✔ Information Panel
A real-time status table displays:
- Trend direction
- Trend strength
- Current S/R level
🎯 Ideal For
- Precision entries on pullbacks
- Detecting trend shifts earlier
- Identifying strong or weak trend phases
- Adaptive take-profit and stop-loss zones
- Filtering false breakouts
💡 Summary
TPR Sentinel Line gives you a living, breathing support/resistance structure that evolves with the market.
Instead of relying on static levels, you get a continuously adapting trend barrier that reflects real strength, real volatility, and real momentum.
A powerful tool for traders who want structure, clarity, and trend confidence.
SUMA Fib Channels with JMA Ribbon TrendlinesI made this indicator because I was tired of drawing the lines everyday and adding fib lines, so I wanted to automated my daily process so I can be more productive,
-The Green Yellow and red line on the right side of the indicator are the Fib Regression
- The Green top of the line/sell the premium, wait for the price to fully stop and retest this area before you sell (double top or M pattern)
- Yellow is the 0.618 Possibly reversal and in most cases a highly likely area for price to comeback to this point.
- The Red/Buy price is at discount, Wait for the price to fully stop and retest this area before buying (double bottom or W pattern)
The channels lines are easy to read and self explanatory
- Price Above green lines or channel = bullish (always wait for retest and to break above resistance line (lines above price))
- Price Below red lines or channel = Bearish (always wait for retest and to break below support line (lines below price))
Market Energy & Direction DashboardMarket Energy & Direction Dashboard - Daytrading
Overview
A comprehensive real-time market internals dashboard that combines NYSE TICK, NYSE Advance-Decline (ADD) momentum, VIX direction, and relative volume into a single visual traffic light system with intelligent signal synthesis. Designed for active daytraders who need instant confirmation of market direction and energy based on momentum alignment across all major internals.
What It Does
This indicator synthesizes multiple market internals using directional momentum analysis rather than static thresholds to provide clear, actionable signals:
• Traffic Light System: Single glance confirmation of market state
o Bright Green: Maximum bullish - all internals aligned (TICK + ADD rising + VIX falling + volume)
o Bright Red: Maximum bearish - all internals aligned (TICK + ADD falling + VIX rising + volume)
o Yellow: Exhaustion warning - TICK at extremes, potential reversal imminent
o Moderate Colors: Partial alignment - some confirmation but not complete
o Gray: Choppy, neutral, or conflicting signals
• Real-Time Dashboard displays:
o Current TICK value with exhaustion warnings
o Current ADD with directional momentum indicator (↑ rising = breadth improving, ↓ falling = breadth deteriorating, ± compression)
o VIX level with directional indicator (↓ declining = bullish, ↑ rising = bearish, ± compression = neutral)
o Relative volume (current vs 20-period average)
o Composite status message synthesizing all data into clear directional summary
Key Features
✓ Momentum-based analysis - all indicators show direction/change, not just levels ✓ Intelligent signal hierarchy from "Maximum" to "Moderate" based on internal alignment ✓ ADD directional momentum - catches breadth shifts early, works in all market conditions ✓ VIX directional analysis - shows if fear is increasing, decreasing, or stagnant ✓ Color-coded traffic light for instant decision making ✓ Detects TICK/ADD divergences (conflicting signals = caution) ✓ Exhaustion warnings at extreme TICK levels (±1000+) ✓ Composite status messages - "Maximum Bull", "Strong Bull", "Moderate Bull", etc. ✓ Customizable thresholds for all parameters ✓ Moveable dashboard (9 position options) ✓ Built-in alerts for all signal strengths, exhaustion, and divergences
How To Use
Setup:
1. Add indicator to your main trading chart (SPY, ES, NQ, etc.)
2. Default settings work well for most traders, but you can customize:
o TICK Extreme Level (default 1000)
o ADD Compression Threshold (default 100 - detects when breadth is stagnant)
o VIX Elevated Level (default 20)
o VIX Compression Threshold (default 2% - detects low volatility)
o Volume Threshold (default 1.5x average)
3. Position dashboard wherever convenient on your chart
Reading The Signals:
Signal Hierarchy (Strongest to Weakest):
MAXIMUM SIGNALS ⭐ (Brightest colors - All 4 internals aligned)
• "✓ MAXIMUM BULL": TICK bullish + ADD rising (↑) + VIX falling (↓) + Volume elevated
o This is the holy grail setup - all momentum aligned, highest conviction longs
• "✓ MAXIMUM BEAR": TICK bearish + ADD falling (↓) + VIX rising (↑) + Volume elevated
o Perfect storm bearish - all momentum aligned, highest conviction shorts
STRONG SIGNALS (Bright colors - Core internals aligned)
• "✓ STRONG BULL": TICK bullish + ADD rising (↑)
o Strong confirmation even without VIX/volume - breadth supporting the move
• "✓ STRONG BEAR": TICK bearish + ADD falling (↓)
o Strong confirmation - both momentum and breadth deteriorating
MODERATE SIGNALS (Faded colors - Partial confirmation)
• "MODERATE BULL": TICK bullish but ADD not confirming direction
o Proceed with caution - momentum present but breadth questionable
• "MODERATE BEAR": TICK bearish but ADD not confirming direction
o Proceed with caution - selling but breadth not fully participating
WARNING SIGNALS
• "⚠ EXHAUSTION" (Yellow): TICK at ±1000+ extremes
o Potential reversal zone - prepare to fade or take profits
o Often marks blow-off tops or capitulation bottoms
NEUTRAL/AVOID
• "CHOPPY/NEUTRAL" (Gray): Conflicting signals or low conviction
o Stay out or reduce size significantly
Individual Indicator Interpretation:
TICK:
• Green: Bullish momentum (>+300)
• Red: Bearish momentum (<-300)
• Yellow: Exhaustion (±1000+)
• Gray: Neutral
ADD (Advance-Decline):
• Green (↑): Breadth improving - more stocks participating in the move
• Red (↓): Breadth deteriorating - fewer stocks participating
• Gray (±): Breadth stagnant - no clear participation trend
VIX:
• Green (↓): Fear declining - healthy environment for rallies
• Red (↑): Fear rising - risk-off mode, supports downward moves
• Gray (±): Volatility compression - often precedes explosive moves
Volume:
• Green: High conviction (>1.5x average)
• Gray: Low conviction
Trading Strategy:
1. Wait for "MAXIMUM" or "STRONG" signals for highest probability entries
o Maximum signals = go full size with confidence
o Strong signals = good conviction, normal position sizing
2. Confirm directional alignment:
o For longs: Want ADD ↑ (rising) and VIX ↓ (falling)
o For shorts: Want ADD ↓ (falling) and VIX ↑ (rising)
3. Use exhaustion warnings (yellow) to:
o Take profits on existing positions
o Prepare counter-trend entries
o Tighten stops
4. Avoid "MODERATE" signals unless you have strong conviction from other analysis
o These work best as confirmation for existing setups
o Not strong enough to initiate new positions alone
5. Never trade "CHOPPY/NEUTRAL" signals
o Gray means stay out - preserve capital
o Wait for clear alignment
6. Watch for divergences:
o Price making new highs but ADD ↓ (falling) = distribution warning
o Price making new lows but ADD ↑ (rising) = potential bottom
o Divergence alert will notify you
Best Practices:
• Use on 1-5 minute charts for daytrading
• Combine with your price action or technical setup (support/resistance, trendlines, patterns)
• The dashboard confirms when to take your setup, not what setup to take
• Most effective during regular market hours (9:30 AM - 4:00 PM ET) when volume is present
• The strongest edge comes from "MAXIMUM" signals - wait for these for best risk/reward
• Pay special attention to ADD direction - it's the most predictive breadth indicator
• VIX compression (gray ±) often signals upcoming volatility expansion - prepare for bigger moves
Customization Option
All thresholds are adjustable in settings:
• TICK Extreme: Higher = fewer exhaustion warnings (try 1200-1500 for less sensitivity)
• ADD Compression Threshold: Change detection sensitivity
o Default 100 = balanced
o Lower (50) = more sensitive to small breadth changes
o Higher (200-300) = only shows major breadth shifts
• VIX Elevated: Adjust for current volatility regime (15-25 typical range)
• VIX Compression Threshold:
o Default 2% = balanced
o Lower (0.5-1%) = catches subtle VIX changes
o Higher (3-5%) = only shows significant VIX moves
• Volume Threshold: Lower for quieter stocks/times, higher for more confirmation
Alerts Available
• Maximum Bullish: All 4 internals aligned bullish (TICK + ADD↑ + VIX↓ + Volume)
• Maximum Bearish: All 4 internals aligned bearish (TICK + ADD↓ + VIX↑ + Volume)
• Strong Bullish: TICK bullish + ADD rising
• Strong Bearish: TICK bearish + ADD falling
• Exhaustion Warning: TICK at extreme levels
• Divergence Warning: TICK and ADD directions conflicting
Understanding the Signal Synthesis
The indicator uses intelligent logic to combine all internals:
"MAXIMUM" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• VIX direction (falling for bulls, rising for bears)
• Volume elevated (>1.5x average)
"STRONG" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• (VIX and volume are bonuses but not required)
"MODERATE" Signals:
• TICK showing direction
• But ADD not confirming or contradicting
• Weakest actionable signal
This hierarchy ensures you know exactly how much conviction the market has behind any move.
Technical Details
• Pulls real-time data from NYSE TICK (USI:TICK), NYSE ADD (USI:ADD), and CBOE VIX
• ADD direction calculated using bar-to-bar change with compression detection
• VIX direction calculated using bar-to-bar percentage change
• Volume calculation uses 20-period simple moving average
• Dashboard updates every bar
• No repainting - all calculations based on closed bar data
Who This Is For
• Active daytraders of stocks, futures (ES/NQ), and options
• Scalpers needing quick directional confirmation with multiple internal alignment
• Swing traders looking to time intraday entries with maximum confluence
• Volatility traders who monitor VIX behavior
• Market makers and professionals who trade based on breadth and internals
• Anyone who monitors market internals but wants intelligent synthesis vs raw data
Tips For Success
Trading Philosophy:
• Quality over quantity - wait for "MAXIMUM" signals for best results
• One "MAXIMUM" signal trade is worth five "MODERATE" signal trades
• Gray/neutral is not a sign of missing opportunity - it's protecting your capital
Signal Confidence Levels:
1. MAXIMUM (95%+ confidence) - Trade these aggressively with full size
2. STRONG (80-85% confidence) - Trade these with normal position sizing
3. MODERATE (60-70% confidence) - Only if confirmed by strong technical setup
4. CHOPPY/NEUTRAL - Do not trade, wait for clarity
Advanced Techniques:
• Breadth divergences: Watch for price making new highs while ADD shows ↓ (falling) = major warning
• VIX/Price divergences: Rallies with rising VIX (↑) are usually false moves
• Volume confirmation: "MAXIMUM" signals with 2x+ volume are the absolute best
• Compression zones: When both ADD and VIX show compression (±), expect explosive breakout soon
• Sequential signals: Back-to-back "MAXIMUM" signals in same direction = strong trending day
Common Patterns:
• Opening surge with "MAXIMUM BULL" that shifts to "EXHAUSTION" (yellow) = fade the high
• Selloff with "MAXIMUM BEAR" followed by ADD ↑ (rising) divergence = potential reversal
• Choppy morning followed by "MAXIMUM" signal afternoon = best trending opportunity
Example Scenarios
Perfect Bull Entry:
• Bright green signal box
• TICK: +650
• ADD: +1200 (↑)
• VIX: 18.30 (↓)
• Volume: 2.3x
• Status: "✓ MAXIMUM BULL" → ALL SYSTEMS GO - Take aggressive long positions
Strong Bull (Good Confidence):
• Green signal box (slightly less bright)
• TICK: +500
• ADD: +800 (↑)
• VIX: 19.50 (±)
• Volume: 1.2x
• Status: "✓ STRONG BULL" → Good long setup - breadth confirming even without VIX/volume
Caution Bull (Moderate):
• Faded green signal box
• TICK: +400
• ADD: +900 (↓)
• VIX: 20.10 (↑)
• Volume: 0.9x
• Status: "MODERATE BULL" → CAUTION - TICK bullish but breadth deteriorating and VIX rising = weak rally
Exhaustion Warning:
• Yellow signal box
• TICK: +1350 ⚠
• ADD: +2100 (↑)
• VIX: 17.20 (↓)
• Volume: 1.8x
• Status: "⚠ EXHAUSTION" → Take profits or prepare to fade - TICK overextended despite good internals
Divergence Setup (Potential Reversal):
• Faded green signal
• TICK: +300
• ADD: +1800 (↓)
• VIX: 21.50 (↑)
• Volume: 1.6x
• Status: "MODERATE BULL" → WARNING - Price rallying but breadth collapsing and fear rising = distribution
Perfect Bear Entry:
• Bright red signal box
• TICK: -780
• ADD: -1600 (↓)
• VIX: 24.80 (↑)
• Volume: 2.5x
• Status: "✓ MAXIMUM BEAR" → Perfect short setup - all momentum bearish with conviction
Compression (Wait Mode):
• Gray signal box
• TICK: +50
• ADD: -200 (±)
• VIX: 16.40 (±)
• Volume: 0.7x
• Status: "CHOPPY/NEUTRAL" → STAY OUT - Volatility compression, no conviction, await breakout
Performance Optimization
Best Market Conditions:
• Works excellent in trending markets (up or down)
• Particularly powerful during high-volume sessions (first/last hours)
• "MAXIMUM" signals most reliable during 9:45-11:00 AM and 2:00-3:30 PM ET
Less Effective During:
• Lunch period (11:30 AM - 1:30 PM) - lower volume reduces signal quality
• Low-volatility environments - compression signals dominate
• Major news events in first 5 minutes - wait for internals to stabilize
Recommended Use Cases:
• Scalping: Trade only "MAXIMUM" signals for quick 5-15 minute moves
• Daytrading: Use "MAXIMUM" and "STRONG" signals for position entries
• Swing entries: Use "MAXIMUM" signals for optimal intraday entry timing
• Exit timing: Use "EXHAUSTION" (yellow) warnings to take profits
________________________________________
Pro Tip: Create a dedicated workspace with this indicator on SPY/ES/NQ charts. Set alerts for "MAXIMUM BULL", "MAXIMUM BEAR", and "EXHAUSTION" signals. Most professional traders only trade the "MAXIMUM" setups and ignore everything else - this alone can dramatically improve win rates.
Market Momentum in Premium & Discount-Delta @MaxMaserati 3.0Market Delta Momentum in Premium & Discount-Delta @MaxMaserati 3.0
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Overview
The MMPD 3.0 indicator is an advanced momentum oscillator that combines market structure analysis with institutional order flow concepts. It transforms price action into a normalized 0-100 scale, identifying premium and discount zones where institutional traders typically operate, while simultaneously tracking momentum through specialized body close candles and multi-timeframe synchronization.
This indicator is designed for traders who want to:
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Identify high-probability reversal zones using premium/discount analysis
Track momentum divergence between price and the MMPD oscillator
Recognize institutional rejection and acceptance zones
Synchronize multiple timeframes for confluence-based trading decisions
Core Methodology
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MMPD Calculation
The Market Delta Momentum indicator uses a proprietary calculation that:
Normalizes price position within a specific period range (0-100 scale)
Applies double smoothing to filter noise
Calculates a balance line (similar to a moving average) to determine bullish/bearish momentum
The relationship between the MMPD line and balance line creates directional candles
Key Zones:
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90-100: Extreme Premium (Institutional Selling Zone)
80-90: High Premium (Caution Zone)
65-80: Premium (Bullish Bias)
50-65: Light Premium (Neutral-Bullish)
35-50: Light Discount (Neutral-Bearish)
20-35: Discount (Bearish Bias)
10-20: High Discount (Institutional Buying Zone)
0-10: Extreme Discount (High Probability Buy Zone)
MMM 3.0 Body Close Logic BC and the MMPD 3.0 Body Close Logic MBC
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1️⃣ Body Close Analysis (BC & MBC)
Price Body Close (BC)
Bullish BC: Price closes above the previous high AND closes above its open (green candle showing aggressive buying)
Bearish BC: Price closes below the previous low AND closes below its open (red candle showing aggressive selling)
No Body Close (NBC): All other candles - representing consolidation, pause, or loss of momentum
MMPD Body Close (MBC)
Bullish MBC: MMPD closes higher than previous MMPD structure (continuation or reversal momentum)
Bearish MBC: MMPD closes lower than previous MMPD structure (continuation or reversal momentum)
MNBC: MMPD No Body Close - weak or ranging MMPD momentum
BC + MBC Confirmation
When Price BC and MMPD MBC align in the same direction, it signals high-conviction momentum:
Deep Green: Bullish BC + Bullish MBC (Strongest Bullish Signal)
Pale Green: Bullish BC only (Moderate Bullish Signal)
Deep Red: Bearish BC + Bearish MBC (Strongest Bearish Signal)
Pale Pink: Bearish BC only (Moderate Bearish Signal)
2️⃣ Momentum Synchronization System
The indicator compares MBC (MMPD Body Close) momentum against BC (Price Body Close) momentum to identify divergence and synchronization:
Synchronized States:
BULLISH+: High volatility bullish synchronization (BC+MBC aligned, high ATR)
BULLISH-: Low volatility bullish synchronization (BC+MBC aligned, low ATR)
BEARISH+: High volatility bearish synchronization (BC+MBC aligned, high ATR)
BEARISH-: Low volatility bearish synchronization (BC+MBC aligned, low ATR)
SYNCHRONIZED: Both MMPD and Price moving together (standard bullish or bearish move)
Divergence States (Reversal Warnings):
MMPD FAST | PRICE SLOW: MMPD showing strong directional MBC candles while Price shows NBC (pause/consolidation) - Reversal Warning!
If MMPD is bullish MBC but Price is NBC → Potential Bearish Reversal
If MMPD is bearish MBC but Price is NBC → Potential Bullish Reversal
Status Indicators:
BULL / BEAR: Standard synchronized moves
BULL+ / BEAR+: High volatility synchronized moves (aggressive trending)
BULL- / BEAR-: Low volatility synchronized moves (grinding trends)
POT. BULL / POT. BEAR: Potential reversal zones (divergence detected)
BALANCED: Neutral conditions, no clear momentum alignment which is price efficiency
3️⃣ Premium/Discount Breakout Markers
🔴 Red Circle Dots (Premium Exit)
Appears when MMPD closes below 80 after being completely in the 80-100 extreme premium zone
Signals institutional distribution complete, potential reversal or correction
🟢 Green Circle Dots (Discount Exit)
Appears when MMPD closes above 20 after being completely in the 0-20 extreme discount zone
Signals institutional accumulation complete, potential rally or reversal
🔴 Red Squares (Premium Rejection)
Appears on the first candle that fails to touch 80-100 after a Bullish MBC touched that zone
Indicates rejection of premium pricing, bearish signal
🟢 Green Squares (Discount Rejection)
Appears on the first candle that fails to touch 0-20 after a Bearish MBC touched that zone
Indicates rejection of discount pricing, bullish signal
🔻 Red Triangles Down (Bearish Midline Rejection)
Signals potential bearish Resumption
🔺 Green Triangles Up (Bullish Midline Bounce)
Signals potential Bullish Resumption
4️⃣ Multi-Timeframe Dashboard with Candle time to close
The MTF table displays:
6 customizable timeframes (default: 5min, 15min, 1H, 4H, Daily, Weekly)
Premium/Discount Status with color-coded zones for each timeframe
Time to Close (T2C): Live countdown timer for each timeframe candle close
Red warning color when the candle closing time is imminent
4H timeframe auto-detects exchange-specific session starts (ES, NQ, CL, GC, etc.)
Momentum Sync Status: Shows the current synchronization state between MMPD and Price across the chart timeframe
Color Coding:
Premium zones: Green/Cyan colors
Discount zones: Purple/Magenta colors
Intensity increases with extremeness (darker = more extreme)
5️⃣ Delta MMPD Alternative View
Toggle between two oscillator calculations:
MMPD: Original MMPD
Delta MMPD: Volume-weighted delta calculation emphasizing buying/selling pressure
TIPS
══════════════════════════════════════════════════════
Use Multi-Timeframe Confluence: The strongest signals occur when multiple timeframes align in premium/discount zones
Wait for Body Close Confirmation: BC+MBC alignment = highest probability setups
Respect Momentum Sync Warnings: "MMPD FAST | PRICE SLOW" is a critical reversal warning
Trade Premium → Discount or Discount → Premium: Mean reversion from extremes offers best risk/reward
Combine with Price Action: MMPD is a momentum oscillator - always confirm with price structure (support/resistance, trendlines, chart patterns)
Educational Notes
══════════════════════════════════════════════════════
What is Premium/Discount Pricing?
Institutional traders operate based on value zones:
Premium: Price is expensive relative to recent range - institutions distribute (sell)
Discount: Price is cheap relative to recent range - institutions accumulate (buy)
Fair Value (50 line): Equilibrium pricing where institutions pause
MMM 3.0 Body Close Approach Importance
══════════════════════════════════════════════════════
BC (Body Close): Shows price commitment and aggressivity
NBC (No Body Close): Shows indecision, consolidation, or loss of momentum
Consecutive BC candles = strong momentum
NBC candles breaking BC sequence = momentum loss → potential reversal
Momentum Synchronization Theory
══════════════════════════════════════════════════════
When MMPD (momentum) moves aggressively but Price shows NBC (pause), it indicates:
Momentum exhaustion
Smart money distribution/accumulation
Imminent reversal as retail traders get trapped
⚠️ Disclaimer
This indicator is for educational purposes only. Past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose. Trading involves substantial risk of loss. The creator assumes no responsibility for trading losses incurred using this indicator.
Flout Ranges + STDVs [bilal]# Flout Ranges + STDVs
## What It Does
Automatically draws FLOUT, CBDR, and ASIA session ranges with standard deviation levels and highlight zones. Perfect for ICT-style trading and session-based strategies.
## Main Features
**📊 Session Ranges**
- FLOUT, CBDR, and ASIA ranges drawn automatically
- Works for both Indices and Forex (just toggle Forex Mode)
- Customizable colors and labels for each range
**📈 Standard Deviation Levels**
- Shows key STDV levels from your ranges
- FLOUT: -6 to +6 from midpoint
- CBDR/ASIA: 0 to 7 from range low
- Helps identify expansion targets and reversal zones
**🎯 Highlight Zones**
- Zone 1 (default 3.5-4.0 STDV): Common reversal area
- Zone 2 (default 5.5-6.0 STDV): Extended targets
- Shaded boxes make them easy to spot
- Automatically extends forward into London session
**📐 Smart Trendlines**
- Connects the open prices at key times
- Switches to X-pattern on trending FLOUT days
- Helps identify directional bias
## Quick Setup
1. Add indicator to your 1-5 minute chart
2. Toggle **Forex Mode** if trading forex (otherwise leave off for indices)
3. Turn on STDV lines for the ranges you want to see
4. Adjust highlight zones if needed (defaults work great)
## Why Use This?
- **Save Time**: No more manual drawing of ranges and levels
- **Stay Consistent**: Same levels calculated every session
- **Better Entries**: Use STDV zones for high-probability setups
- **Cleaner Charts**: Toggle what you need, hide what you don't
## Pro Tips
💡 Watch for reactions at 3.5-4.0 STDV zones - these are prime reversal areas
💡 Combine multiple ranges for allignements setups
---
*All times in New York timezone. Best used on 1-5 minute charts.*
Dynamic Gann Square Pro - [Magic_xD]Premium Gann Analysis System for Professional Traders
Dynamic Gann Square Pro is an advanced technical analysis tool that combines classical Gann theory with modern geometric analysis to identify high-probability support/resistance zones, time cycles, and market turning points.
🎯 What This Indicator Does
This indicator provides a comprehensive suite of Gann-based analytical tools designed to help traders identify:
Dynamic Support & Resistance Levels: Automatically calculated key price zones based on market structure
Gann Square of 9 Calculations: Multiple calculation methods including Range, Daily, Weekly, and Monthly timeframes
Advanced Time Cycle Analysis: Gann cycles, Fibonacci time projections, and Square Root cycles for anticipating market turns
Geometric Pattern Recognition: Gann Stars with customizable shapes (Square, Triangle, Pentagon, Hexagon, Octagon, and more)
Price Action Zones: Color-coded zones highlighting critical decision points
Whale Detection System: Volume-weighted analysis to identify institutional activity
Multi-Timeframe Dashboard: Real-time technical rating system combining 10+ indicators (RSI, MACD, Stochastic, ADX, Bollinger Bands, and more)
📊 Key Features
Flexible Calculation Modes:
Select Candle Mode: Click directly on your chart to select your reference point
Lookback Mode: Define custom lookback periods (1-5000 bars)
Auto-Timeframe Detection: Automatically adjusts to Daily, Weekly, or Monthly ranges
Advanced Gann Tools:
Configurable Gann Square spacing with 17 precision levels (from 0.00000001 to 100000000)
Cycle multipliers (1-10 cycles) representing 360° to 3600° rotations
14 geometric shapes for market division analysis
Infinite Squares projection system for extended future projections
Time Cycle Systems:
Classical Gann Time Cycles with automatic repetition
Extended Fibonacci Time Ratios (0.382, 0.618, 1.618, 2.618, 3.618, up to 21.0)
W.D. Gann Square Root Method for geometric time expansion
Time grid subdivisions with customizable styles
Visual Clarity:
Multiple color themes (Dark Blue, Dark Gray, Black, Dark Green, Dark Purple)
Adjustable line styles (Solid, Dashed, Dotted) for all elements
Customizable labels with offset controls
Zone highlighting with transparency controls
Clean, professional chart presentation
🔮 Who Should Use This
This indicator is designed for:
Experienced traders familiar with Gann analysis methodology
Swing traders looking for high-probability reversal zones
Position traders using geometric and time-based analysis
Technical analysts who incorporate classical market theory
Gold & Forex traders (optimized for XAUUSD, BTCUSD, and major pairs)
⚙️ How to Use
Select Your Mode: Choose between "Select Candle" (click a pivot) or "Lookback" (automatic detection)
Configure Calculation Method: Pick your preferred Gann Square method (Range, Sqr9, Daily, Weekly, Monthly)
Adjust Cycles & Shape: Set the number of cycles and geometric division pattern
Enable Desired Features: Toggle Gann levels, Stars, Time Cycles, Trendlines, and Dashboard as needed
Customize Visual Style: Match your chart theme and preferences
The indicator automatically updates as new price data arrives, continuously calculating fresh support/resistance zones and time projections.
📈 What Makes This Different
Unlike simple support/resistance indicators, Dynamic Gann Square Pro implements authentic W.D. Gann methodology including:
True Square of 9 spiral calculations
Geometric price-time relationships
Natural angle divisions based on sacred geometry
Volume-weighted institutional detection
Multi-indicator consensus analysis
The system combines price analysis with time analysis, recognizing that Gann theory emphasizes both dimensions equally for accurate market forecasting.
⚠️ Important Notes
This is a technical analysis tool and should be used alongside proper risk management
Best results achieved when combined with your existing trading strategy
The indicator works on all timeframes but is optimized for H1, H4, and Daily charts
Customization is key: Spend time adjusting settings to match your trading instrument and style
The dashboard provides a technical rating but is not financial advice
🎓 Educational Foundation
This indicator is built on the teachings of W.D. Gann, one of the most legendary traders of the 20th century, incorporating:
Square of 9 theory
Natural geometric divisions (360° cycles)
Price-time equivalence principles
Support/resistance zone analysis.
Coded by Magic_xD - Ahmed Ramzey
Professional Algorithmic Trading System Developer
All copyrights reserved. This indicator represents years of research into Gann theory combined with modern programming techniques.
Supply & Demand ZonesThis indicator detects high-probability supply and demand zones using a multi-step smart money concept approach:
Liquidity Sweep Detection: Identifies when price sweeps above a pivot high (supply setup) or below a pivot low (demand setup), capturing liquidity grabs by institutional traders.
Displacement Confirmation: Requires a strong displacement candle (measured by ATR and body percentage) or fair value gap (FVG/imbalance) in the opposite direction after the sweep.
Volume Confirmation: Optional filter ensures zones form only when volume exceeds the user-defined threshold, indicating institutional participation.
Smart Filtering: Built-in logic prevents overlapping zones, enforces minimum spacing between signals, and requires confirmation bars to eliminate false signals.
Zone Lifecycle Management: Zones are automatically removed when price closes through them with momentum. Breached zones can optionally "flip" to the opposite type when re-tested with strong displacement.
✨ Key Features
Clean Visual Display: Small "D" (Demand) and "S" (Supply) labels with shaded zone boxes
Non-Repainting: All signals use confirmed historical data—no lookahead or repainting
Volume Filter: Optional confirmation using volume spike detection
Zone Flip Logic: Breached demand zones can become supply (and vice versa) when violated
Overlap Prevention: Smart algorithm prevents clustered or duplicate zones
Confirmation Delay: Configurable wait period after sweep to confirm genuine setups
Customizable Inputs: Adjust pivot sensitivity, displacement thresholds, volume filters, and more
Alert Ready: Built-in alert conditions for new supply and demand zone formations
🎯 How to Add to Your Chart
Favorite the Indicator: Click the star icon to add this script to your favorites
Open Your Chart: Navigate to the asset and timeframe you want to trade (works best on 5m-1H intraday charts)
Add Indicator: Click "Indicators" at the top, search for "Supply & Demand Zones (Smart Filtered)", and add to chart
Customize Settings: Click the gear icon ⚙️ to adjust inputs based on your trading style and instrument volatility
Set Alerts: Right-click the indicator name → "Add alert" → Select "Supply Zone" or "Demand Zone" conditions
📖 How to Use
Demand Zones (Green "D" Labels):
Price swept below a swing low (liquidity grab)
Strong bullish displacement or imbalance followed
Trading Action: Look for LONG entries when price returns to the zone or on immediate continuation
Stop Loss: Place just below the zone or sweep low
Target: Next resistance level, supply zone, or risk-reward ratio target
Supply Zones (Red "S" Labels):
Price swept above a swing high (liquidity grab)
Strong bearish displacement or imbalance followed
Trading Action: Look for SHORT entries when price returns to the zone or on immediate continuation
Stop Loss: Place just above the zone or sweep high
Target: Next support level, demand zone, or risk-reward ratio target
Flipped Zones (Orange Labels):
Previous demand/supply zone was broken with strong momentum
Zone has flipped polarity and may now act as the opposite type
Trading Action: Exercise caution—wait for additional confirmation before trading flipped zones
🔍 What to Look For
High-Quality Setups:
Zone forms with above-average volume (check volume filter is enabled)
Clear liquidity sweep visible on the chart
Strong displacement candle with large body percentage
Zone aligns with overall market trend or key structure levels
Multiple timeframe confirmation (check higher timeframe for context)
Avoid These Setups:
Zones forming in choppy, low-volume conditions
Multiple overlapping zones in the same area (indicator filters these automatically)
Zones that appear immediately after news events (set confirmation bars higher)
Counter-trend zones without additional confluence
⚙️ Recommended Settings by Timeframe
5-Minute Charts (Scalping):
Pivot Lookback: 3/3
Min Displacement ATR: 0.9
Confirmation Bars: 1
Min Zone Spacing: 3-5 bars
Volume Threshold: 1.2x
15-Minute Charts (Intraday):
Pivot Lookback: 4/4 (default)
Min Displacement ATR: 1.0 (default)
Confirmation Bars: 2 (default)
Min Zone Spacing: 5-8 bars
Volume Threshold: 1.2x
1-Hour Charts (Swing Trading):
Pivot Lookback: 5/5
Min Displacement ATR: 1.2-1.5
Confirmation Bars: 3
Min Zone Spacing: 8-12 bars
Volume Threshold: 1.3x
💡 Trading Tips & Best Practices
Combine with Price Action: Use this indicator alongside candlestick patterns, support/resistance, and trendlines for confirmation
Multiple Timeframe Analysis: Check higher timeframes for overall bias and major zones
Volume is Key: Enable volume filter to focus on institutional-backed moves
Risk Management: Always use stop losses and proper position sizing
Backtesting: Test settings on your preferred instruments and timeframes before live trading
Context Matters: Consider market conditions, news events, and session times
Wait for Confirmation: Don't rush entries—wait for price reaction at the zone
⚠️ Important Disclaimers
Educational Purpose Only: This indicator is provided for educational and informational purposes. It does not constitute financial advice, investment recommendations, or trading signals.
No Guarantees: Past performance and backtested results do not guarantee future results. Trading involves substantial risk of loss.
Slope Rank ReversalThis tool is designed to solve the fundamental problem of "buying low and selling high" by providing objective entry/exit signals based on momentum extremes and inflection points.
The System employs three core components:
Trend Detection (PSAR): The Parabolic SAR is used as a filter to confirm that a trend reversal or transition is currently underway, isolating actionable trade setups.
Dynamic Momentum Ranking: The indicator continuously measures the slope of the price action. This slope is then ranked against historical data to objectively identify when an asset is in an extreme state (overbought or oversold).
Signal Generation (Inflection Points):
Oversold/Buy: A 🟢 Green X is generated only when the slope ranking indicates the market is steeply negative (oversold), and the slope value begins to tick upwards (the inflection point), signaling potential mean reversion.
Overbought/Sell: A 🔴 Red X is generated only when the slope ranking indicates the market is steeply positive (overbought), and the slope value begins to tick downwards, signaling momentum exhaustion.
The core philosophy is simple: Enter only when the market is exhausted and has started to turn.
ORB Pro SuiteOverview
ORB Pro with Filters + Debug Overlay is an advanced Opening Range Breakout indicator designed for precision intraday trading. It defines a configurable ORB window, automatically builds the breakout range, and triggers long or short signals only when all active filters align. The script also includes a built-in debug overlay that explains why each breakout is accepted or blocked, allowing traders to fine-tune entries with transparency.
What Makes It Unique
• Modular filter stack – close-confirmation vs. instant breaks, retest confirmation with adjustable tolerance %, volume-spike and EMA-trend filters, ORB-size range, session cutoff, and cooldown logic.
• Non-blocking debug overlay – inline or corner display of the exact rejection reason (“Too late,” “Low volume,” “Trend mismatch,” etc.).
• Fully customizable visuals – choose shaded, outline, or line-only ORB styles; set opacity, border color, and right-edge offset so the box never hides current candles.
• Integrated reversal engine – detects doji, hammer, and engulfing structures within a time-filtered window and optional VWAP/EMA confluence.
How It Works
During the defined opening window (default 9:30 – 9:45 NY), the indicator records the session high and low.
After the box closes, it looks for breakouts confirmed by candle close or retest (per user settings).
Each signal passes through range, volume, trend, time-delay, and session filters before printing.
Visual stop-loss / take-profit levels appear for reference using either R:R multiples or fixed %.
The optional reversal layer marks short-term exhaustion zones for counter-scalp setups.
Usage Guidelines
• Apply to standard candlestick charts (not Heikin Ashi, Renko, or Range).
• Select your local ORB start / end time, then enable or disable filters based on your playbook.
• Use the “Outline only” or “Corner table” debug modes for a cleaner chart.
• The script provides visual and alert-based confirmations only; it does not execute orders or backtest performance.
Inputs at a Glance
– ORB window (start/end time)
– Close-confirm toggle
– Retest tolerance %
– Volume SMA length
– EMA length for trend filter
– Min/Max range % filter
– Cooldown bars and session cutoff
– Visual R:R ratio or fixed SL/TP %
– Box style, opacity, border width / color
– Debug overlay mode (inline or table) and leader lines
Notes & Disclaimers
• This script is for analysis and educational purposes only. It does not constitute financial advice or guarantee performance.
• Signals are calculated on completed bars without lookahead.
• Invite-only access ensures version integrity and controlled distribution.
© Trades with B – Original development in Pine v6. Reuse of this code requires explicit permission from the author.
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite
This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion .
Core Architecture
Why These Components Are Combined:
The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention.
The Four Trading Agents
1. Spoofing Detector Agent 🎭
Detects iceberg orders through persistent volume at similar price levels over 5 bars
Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average)
Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model)
Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation
Best Markets: Consolidations, institutional trading windows, low-liquidity hours
2. Exhaustion Detector Agent ⚡
Calculates RSI divergence between price movement and momentum indicator over 5-bar window
Detects VWAP exhaustion (price at 2σ bands with declining volume)
Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure
Signal Logic: Counter-trend—enters when momentum extreme shows weakness
Best Markets: Trending markets reaching climax points, over-extended moves
3. Liquidity Void Detector Agent 💧
Measures Bollinger Band squeeze (width <60% of 50-period average)
Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike
Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR)
Signal Logic: Breakout anticipation—enters after liquidity grab but before main move
Best Markets: Range-bound pre-breakout, volatility compression zones
4. Mean Reversion Agent 📊
Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ)
Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model)
Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability)
Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium
Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments
Adaptive Selection: Multi-Armed Bandit System
The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance:
Thompson Sampling (Default - Recommended):
Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent)
Balances exploration (trying underused agents) vs. exploitation (using proven winners)
Each agent's win/loss history informs its selection probability
Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation
UCB1 (Upper Confidence Bound):
Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls)
Deterministic algorithm favoring agents with high uncertainty (potential upside)
More conservative than Thompson Sampling
Epsilon-Greedy:
Exploits best-performing agent (1-ε)% of the time
Explores randomly ε% of the time (default 10%, configurable 1-50%)
Simple, transparent, easily tuned via epsilon parameter
Gradient Bandit:
Uses softmax probability distribution over agent preference weights
Updates weights via gradient ascent based on rewards
Best for Blend mode where all agents contribute
Selection Modes:
Switch Mode: Uses only the selected agent's signal (clean, decisive)
Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified)
Lock Agent Feature:
Optional manual override to force one specific agent
Useful after identifying which agent dominates your specific instrument
Only applies in Switch mode
Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion
Memory System
Dual-Layer Architecture:
Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50)
Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars)
Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20%
Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage
Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds)
How Memory Works:
Agent generates signal → outcome tracked after 8 bars (performance horizon)
Result stored in short-term memory (win = 1.0, loss = 0.0)
Short-term average influences agent's future scores (positive feedback loop)
After threshold met (default 10 results), episode averaged into long-term storage
Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost
Market Microstructure Analysis
These advanced metrics quantify institutional order flow dynamics:
Order Flow Toxicity (Simplified VPIN):
Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol)
Detects informed trading activity (institutional players with non-public information)
Values >0.4 indicate "toxic flow" (informed traders active)
Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification
Price Impact Analysis (Simplified Kyle's Lambda):
Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10)
Low values = large orders with minimal price impact ( stealth accumulation )
High values = retail-dominated moves with high slippage
Lite Approximation: Uses simplified denominator instead of regression-based signed order flow
Market Randomness (Entropy Analysis):
Counts unique price changes over 20 bars / 20
Measures market predictability
High entropy (>0.6) = human-driven, chaotic price action
Low entropy (<0.25) = algorithmic trading dominance (predictable patterns)
Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x))
Order Clustering (Simplified Hawkes Process):
Tracks self-exciting event intensity (coordinated order activity)
Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average
High intensity (>0.7) indicates clustering (potential spoofing/accumulation)
Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE
Signal Generation Process
Multi-Stage Validation:
Stage 1: Agent Scoring
Each agent calculates internal score based on its detection criteria
Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier)
Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0)
Stage 2: Memory Boost
Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance)
Successful agents get amplified, failing agents get dampened
Stage 3: Bandit Selection/Blending
If Adaptive Mode ON:
Switch: Bandit selects single best agent, uses only its signal
Blend: All agents combined using softmax-weighted confidence scores
If Adaptive Mode OFF:
Traditional consensus voting with confidence-squared weighting
Signal fires when consensus exceeds threshold (default 70%)
Stage 4: Confirmation Filter
Raw signal must repeat for consecutive bars (default 3, configurable 2-4)
Minimum confidence threshold: 0.25 (25%) enforced regardless of mode
Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2
Stage 5: Cooldown Enforcement
Minimum bars between signals (default 10, configurable 5-15)
Prevents over-trading during choppy conditions
Stage 6: Performance Tracking
After 8 bars (performance horizon), signal outcome evaluated
Win = price moved in signal direction, Loss = price moved against
Results fed back into memory and bandit statistics
Trading Modes (Presets)
Pre-configured parameter sets:
Conservative: 85% consensus, 4 confirmations, 15-bar cooldown
Expected: 60-70% win rate, 3-8 signals/week
Best for: Swing trading, capital preservation, beginners
Balanced: 70% consensus, 3 confirmations, 10-bar cooldown
Expected: 55-65% win rate, 8-15 signals/week
Best for: Day trading, most traders, general use
Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown
Expected: 50-58% win rate, 15-30 signals/week
Best for: Scalping, high-frequency trading, active management
Elite: 75% consensus, 3 confirmations, 12-bar cooldown
Expected: 58-68% win rate, 5-12 signals/week
Best for: Selective trading, high-conviction setups
Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown
Expected: Varies based on learning
Best for: Experienced users leveraging bandit system
How to Use
1. Initial Setup (5 Minutes):
Select Trading Mode matching your style (start with Balanced)
Enable Adaptive Learning (recommended for automatic agent selection)
Choose Thompson Sampling algorithm (best all-around performance)
Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume)
2. Agent Tuning (Optional):
Adjust Agent Sensitivity multipliers (0.5-2.0):
<0.8 = Highly selective (fewer signals, higher quality)
0.9-1.2 = Balanced (recommended starting point)
1.3 = Aggressive (more signals, lower individual quality)
Monitor dashboard for 20-30 signals to identify dominant agent
If one agent consistently outperforms, consider using Lock Agent feature
3. Bandit Configuration (Advanced):
Blend Temperature (0.1-2.0):
0.3 = Sharp decisions (best agent dominates)
0.5 = Balanced (default)
1.0+ = Smooth (equal weighting, democratic)
Memory Decay (0.8-0.99):
0.90 = Fast adaptation (volatile markets)
0.95 = Balanced (most instruments)
0.97+ = Long memory (stable trends)
4. Signal Interpretation:
Green triangle (▲): Long signal confirmed
Red triangle (▼): Short signal confirmed
Dashboard shows:
Active agent (highlighted row with ► marker)
Win rate per agent (green >60%, yellow 40-60%, red <40%)
Confidence bars (█████ = maximum confidence)
Memory size (short-term buffer count)
Colored zones display:
Entry level (current close)
Stop-loss (1.5× ATR)
Take-profit 1 (2.0× ATR)
Take-profit 2 (3.5× ATR)
5. Risk Management:
Never risk >1-2% per signal (use ATR-based stops)
Signals are entry triggers, not complete strategies
Combine with your own market context analysis
Consider fundamental catalysts and news events
Use "Confirming" status to prepare entries (not to enter early)
6. Memory Persistence (Optional):
After 50-100 trades, check Memory Export Panel
Record displayed alpha/beta/weight values for each agent
Record VPIN and Kyle threshold values
Enable "Restore From Memory" and input saved values to continue learning
Useful when switching timeframes or restarting indicator
Visual Components
On-Chart Elements:
Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend)
Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers)
Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR)
Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal)
Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets
Signal Markers: Triangle up/down at validated entry points
Dashboard (Configurable Position & Size):
Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear)
Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus)
Agent Performance Table: Real-time win%, confidence, and memory stats
Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled)
Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress
Memory Panel (Configurable Position & Size):
Live Parameter Export: Alpha, beta, and weight values per agent
Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold
Save Reminder: Visual indicator if parameters should be recorded
What Makes This Original
This script's originality lies in three key innovations:
1. Genuine Meta-Learning Framework:
Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning.
2. Episodic Memory Architecture with Transfer Learning:
The dual-layer memory system mimics human learning patterns:
Short-term memory captures recent performance (recency bias)
Long-term memory preserves historical patterns (experience)
Automatic transfer mechanism consolidates knowledge
Memory boost creates positive feedback loops (successful strategies become stronger)
This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates.
3. Institutional Microstructure Integration:
Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis.
Mashup Justification:
The four agents are combined specifically for risk diversification across failure modes:
Spoofing Detector: Prevents false breakout losses from manipulation
Exhaustion Detector: Prevents chasing extended trends into reversals
Liquidity Void: Exploits volatility compression (different regime than trending)
Mean Reversion: Provides mathematical anchoring when patterns fail
The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals.
Why "ML-lite"? Simplifications and Approximations
This is the "lite" version due to necessary simplifications for Pine Script execution:
1. Simplified VPIN Calculation:
Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags
This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume)
Impact: May misclassify volume during ranging/choppy markets; works best in directional moves
2. Pseudo-Random Sampling:
Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods
This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100
Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection
3. Hawkes Process Approximation:
Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization
This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event)
Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments
4. Kyle's Lambda Simplification:
Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε
This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression
Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals
5. Entropy Calculation:
Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude
This Implementation: Simple ratio of unique price changes to total observations (variety measure)
Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape
6. Memory System Constraints:
Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces
This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores
Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking
7. Limited Feature Engineering:
Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms
This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation
Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations
8. Single-Instrument Data:
Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes
This Implementation: Only OHLCV data from displayed instrument
Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets
9. Fixed Performance Horizon:
Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement
This Implementation: Fixed 8-bar evaluation window
Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach
Performance Impact Summary:
These simplifications make the script:
✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations
✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers
✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models)
✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint
⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations
⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows
⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized
When to Upgrade to Full Implementation:
Consider professional Python/C++ versions with institutional data feeds if:
Trading with >$100K capital where precision differences materially impact returns
Operating in microsecond-competitive environments (HFT, market making)
Requiring regulatory-grade audit trails and reproducibility
Backtesting with tick-level precision for strategy validation
Need true real-time adaptation with neural network-based learning
For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact.
Technical Notes
All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap )
VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above)
Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling
No repainting: All calculations use confirmed bar data (no forward-looking)
Maximum lookback: 500 bars (set via max_bars_back parameter)
Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed)
Confidence threshold: Minimum 0.25 (25%) enforced on all signals
Memory arrays: Dynamic sizing with FIFO queue management
Limitations and Disclaimers
Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty.
Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context.
Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms.
Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts.
Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets.
No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss.
Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics.
Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes.
Recommended Settings
Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning)
Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices)
Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable)
Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts
Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss
Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens)
Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0)
After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent
Alert Configuration
The script includes built-in alert conditions:
Long Signal: Fires when validated long entry confirmed
Short Signal: Fires when validated short entry confirmed
Alerts fire once per bar (after confirmation requirements met)
Set alert to "Once Per Bar Close" for reliability
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Multi EMA + Indicators + Mini-Dashboard + Reversals v6📘 Multi EMA + Indicators + Mini-Dashboard + Reversals v6
🧩 Overview
This indicator is a multi-EMA setup that combines trend, momentum, and reversal analysis in a single visual framework.
It integrates four exponential moving averages (EMAs), key oscillators (RSI, MACD, Stochastic, CCI), volatility filtering (ATR), and a dynamic mini-dashboard that summarizes all signals in real time.
Its purpose is to help traders visually confirm trend alignment, filter valid entries, and identify possible trend continuation or reversal points.
It can display buy/sell arrows, detect reversal candles, and issue alerts when trading conditions are met.
⚙️ Core Components
1. Moving Averages (EMA Setup)
EMA1 (fast) and EMA2 (medium) define the short-term trend and trigger bias.
When the price is above both EMAs → bullish bias.
When below → bearish bias.
EMA3 and EMA4 act as trend filters. Their slopes (up or down) confirm overall momentum and help validate signals.
Each EMA has customizable lengths, sources, and colors for up/down trends.
This “EMA stack” is the foundation of the setup — a structured trend-following framework that adapts to market speed and volatility.
2. Momentum and Confirmation Filters
Each indicator can be individually enabled or disabled for flexibility.
RSI: confirms direction (above/below 50).
MACD: detects momentum crossover (MACD > Signal for bullish confirmation).
Stochastic: identifies trend continuation (K > D for longs, K < D for shorts).
CCI: adds trend bias above/below a threshold.
ATR Filter: filters out small, low-volatility candles to reduce noise.
You can activate only the filters that fit your trading plan — for instance, trend traders often use RSI and MACD, while scalpers may rely on Stochastic and ATR.
3. Reversal Detection
The indicator includes an optional Reversal Section that independently detects potential turning points.
It combines multiple configurable criteria:
Candlestick patterns (Bullish Hammer, Shooting Star).
Large Candle filter — detects unusually large bars (relative to close).
Price-to-EMA distance — identifies overextended moves that might revert.
RSI Divergence — detects potential momentum shifts.
RSI Overbought/Oversold zones (70/30 by default).
Doji Candles — sign of indecision.
A bullish or bearish reversal signal appears when enough selected criteria are met.
All sub-modules can be toggled on/off individually, giving you full control over sensitivity.
4. Signal Logic
Buy and sell signals are triggered when EMA alignment and the chosen confirmations agree:
Buy Signal
→ Price above EMA1 & EMA2
→ Confirmations (RSI/MACD/Stoch/CCI/ATR) pass
→ Trend filters (EMA3/EMA4) point upward
Sell Signal
→ Price below EMA1 & EMA2
→ Confirmations align bearishly
→ Trend filters (EMA3/EMA4) slope downward
Reversal signals can appear independently, even against the current EMA trend, depending on your settings.
5. Visual Dashboard
A mini-dashboard appears near the chart showing:
Current trade bias (LONG / SHORT / NEUTRAL)
EMA3 and EMA4 trend directions (↑ / ↓)
Quick visual bars (🟩 / 🟥) for each filter: RSI, MACD, Stoch, ATR, CCI, EMA filters
Reversal criteria status (Doji, RSI divergence, candle size, etc.)
This panel gives you a compact overview of all indicator states at a glance.
The color of the panel changes dynamically — green for bullish, red for bearish, gray for neutral.
6. Alerts
Built-in alerts allow automation or notifications:
Buy Alert
Sell Alert
Reversal Buy
Reversal Sell
You can connect these alerts to TradingView notifications or external bots for semi-automated execution.
💡 How to Use
✅ Trend-Following Setup
Focus on trades in the direction of EMA1 & EMA2.
Confirm with EMA3 & EMA4 trending in the same direction.
Use RSI/MACD/Stoch filters to ensure momentum supports the trade.
Avoid entries when ATR filter indicates low volatility.
🔄 Reversal Setup
Enable the Reversal section for potential tops/bottoms.
Look for reversal buy signals near support zones or after strong downtrends.
Use RSI divergence or Doji + Hammer signals as confirmation.
Combine with key chart areas (supply/demand or previous swing levels).
⚖️ Combination Approach
Trade continuation signals when all EMAs are aligned and filters are green.
Trade reversals only when at a key area (support/resistance) and confirmed by reversal conditions.
Always check higher-timeframe bias before entering a trade.
🧭 Practical Tips
Use different EMA sets for different timeframes:
9/21/50/100 for swing or trend trades.
5/13/34/89 for intraday scalping.
Turn off filters you don’t use to reduce lag.
Always validate signals with price structure, not just indicator alignment.
Practice in replay mode before live trading.
🗺️ Key Chart Confluence (Highly Recommended)
Although the indicator provides structured signals, its best use is in confluence with:
Support and resistance levels
Supply/demand zones
Trendlines and channels
Liquidity pools
Volume clusters
Signals aligned with strong key areas on the chart tend to have greater reliability than isolated indicator triggers.
I use EMA 1 - 20 Open ; EMA 2 - 20 Close ; EMA 3 - 50 ; EMA 4 - 200 or 100 , but that's me...
⚠️ Important Disclaimer
This indicator is a technical tool, not a guarantee of results.
Trading involves risk, and no signal is ever 100% accurate.
Every trader should develop a personal strategy, use proper risk management, and adapt settings to their instrument and timeframe.
Always combine indicator signals with key chart areas, higher-timeframe context, and your own analysis before taking a trade.
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator
📊 OVERVIEW
The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously.
Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading.
🎯 ORIGINALITY & PURPOSE
This indicator is original because it combines three distinct analytical methods into a unified decision-making system:
Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones
Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations
Fair Value Gap Detection - Validates institutional interest through price inefficiency zones
The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals.
Unlike simple indicator mashups, each component serves a specific purpose:
Market Profile → Direction bias (trend filter)
Primary VWAP (Session) → Short-term trend confirmation
Secondary VWAP (Week) → Medium-term trend confirmation
FVG Detection → Institutional activity validation
🔧 HOW IT WORKS
1. Primary Market Profile Filter (Higher Timeframe)
The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure:
Value Area High (VAH): Top 70% of volume distribution
Value Area Low (VAL): Bottom 70% of volume distribution
Point of Control (POC): Price level with highest volume
When price reaches VAH and reverses down → SELL-ONLY mode activated
When price reaches VAL and reverses up → BUY-ONLY mode activated
This higher timeframe filter ensures you're trading in the direction of institutional flow.
2. Dual VWAP System
Two independent VWAP calculations provide multi-timeframe trend confirmation:
Primary VWAP (Session-based): Resets daily, tracks intraday momentum
Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend
Filter Logic:
BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP
SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP
This dual confirmation prevents counter-trend trades during ranging conditions.
3. Fair Value Gap (FVG) Detection
FVG zones identify price inefficiencies where institutional orders were executed rapidly:
Bullish FVG: Gap between candle .high and candle .low (upward imbalance)
Bearish FVG: Gap between candle .high and candle .low (downward imbalance)
The indicator monitors recent FVG formation (lookback: 50 bars) and requires:
Bullish FVG present for BUY signals
Bearish FVG present for SELL signals
FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap.
4. Main Trading Signal Logic
The secondary Market Profile (default: 1 hour) generates the actual trading signals:
BUY Signal Conditions:
Price reaches Value Area Low
Reversal pattern confirmed (minimum 1 bar)
Price > Primary VWAP
Price > Secondary VWAP (if filter enabled)
Recent Bullish FVG detected (if filter enabled)
Primary MP Filter = BUY-ONLY or NEUTRAL
SELL Signal Conditions:
Price reaches Value Area High
Reversal pattern confirmed (minimum 1 bar)
Price < Primary VWAP
Price < Secondary VWAP (if filter enabled)
Recent Bearish FVG detected (if filter enabled)
Primary MP Filter = SELL-ONLY or NEUTRAL
All conditions must be TRUE simultaneously for a signal to appear.
📈 VISUAL ELEMENTS
On Chart:
🟢 Green Triangle (▲) = BUY Signal
🔴 Red Triangle (▼) = SELL Signal
🟦 Blue horizontal lines = Value Area zones
🟡 Yellow line = Point of Control (POC)
🟩 Green boxes = Bullish FVG zones
🟥 Red boxes = Bearish FVG zones
🔵 Blue line = Primary VWAP (Session)
⚪ White line = Secondary VWAP (Week)
Info Panel (Top Right):
Real-time status display showing:
Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL)
Active timeframes for both MP filters
FVG filter status and count
VWAP positions (ABOVE/BELOW)
Signal enablement status
Alert status
⚙️ KEY SETTINGS
MP/TPO Filter Settings (Primary Indicator)
MP Filter Time Frame: 60 minutes (controls directional bias)
Filter Value Area %: 70% (standard Market Profile calculation)
Filter Alert Distance: 1 bar
Filter Min Bars for Reversal: 1 bar
Filter Alert Zone Margin: 0.01 (1%)
FVG Filter Settings
Use FVG Filter: Enabled (toggle on/off)
FVG Timeframe: 60 minutes (1 hour)
FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL)
FVG Lookback Period: 50 bars (how far back to search)
Show FVG Formation Signals: Optional visual markers
Max FVG on Chart: 50 zones
Show Mitigated FVG: Display filled gaps
Market Profile Settings
Higher Time Frame: 60 minutes (for main signals)
Percent for Value Area: 70%
Show POC Line: Enabled
Keep Old MPs: Enabled (maintain historical profiles)
Primary VWAP Filter
Use Primary VWAP Filter: Enabled
Primary VWAP Anchor Period: Session (resets daily)
Primary VWAP Source: HLC3 (typical price)
Secondary VWAP Filter
Use Secondary VWAP Filter: Enabled
Secondary VWAP Anchor Period: Week (resets weekly)
Secondary VWAP Filter Mode: Both
Secondary VWAP Line Color: White
Trading Signals
Show Trading Signals on Chart: Enabled
Show SELL Signals: Enabled
Show BUY Signals: Enabled
Alert Distance: 1 bar
Min Bars for Reversal: 1 bar
Alert Zone Margin: 0.01 (1%)
Retest Search Period: 20 bars
Min Bars Between Retests: 5 bars
Show Only Retests: Disabled
Alert Settings
Enable Trading Notifications: Enabled
VAH Reversal Alert: Enabled (SELL signals)
VAL Reversal Alert: Enabled (BUY signals)
Time Filter Settings
Filter Alerts By Time: Optional (exclude specific hours)
⚠️ IMPORTANT WARNINGS & LIMITATIONS
1. Repainting Behavior
CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications:
FVG zones may shift slightly until the higher timeframe candle closes
FVG detection signals are preliminary until HTF bar confirmation
The main trading signals (triangles) appear on confirmed bars and do not repaint
Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives.
2. Minimum Timeframe
Do NOT use on timeframes below 5 minutes (M5)
Recommended: M5, M15, M30 for intraday trading
Higher timeframes (H1, H4) can also be used but will generate fewer signals
3. Multiple Filters Can Block Signals
By design, this indicator is conservative. When all filters are enabled:
Signals appear ONLY when all conditions align
You may see extended periods with no signals
This is intentional to reduce false positives
If you see no signals:
Check the Info Panel to see which filters are failing
Consider adjusting FVG lookback period
Temporarily disable FVG filter to test
Verify VWAP filters match current market trend
4. Market Profile Limitations
Market Profile requires sufficient volume data
Low-volume instruments may produce unreliable profiles
Value Areas update only on higher timeframe bar close
Works best on liquid markets (major forex pairs, indices, crypto)
📖 HOW TO USE
Step 1: Add to Chart
Apply indicator to M5 or higher timeframe chart
Ensure chart shows volume data
Use standard candles (NOT Heikin Ashi, Renko, etc.)
Step 2: Configure Settings
Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading
Main MP TF: Set to 60 (1 hour) for intraday signals
FVG Timeframe: Match or exceed main MP timeframe
Leave other settings at default initially
Step 3: Understand the Info Panel
Monitor the top-right panel:
FILTER STATUS: Shows current directional bias
NEUTRAL = Both signals allowed
BUY ONLY = Only green triangles will appear
SELL ONLY = Only red triangles will appear
FVG Filter: Shows if bullish/bearish gaps detected recently
VWAP positions: Confirms trend alignment
Step 4: Take Signals
For BUY Signal (Green Triangle ▲):
Wait for green triangle to appear
Check Info Panel shows ✓ for BUY signals
Confirm current bar has closed
Enter long position
Stop loss: Below recent VAL or swing low
Target: Previous Value Area High or 1.5-2× risk
For SELL Signal (Red Triangle ▼):
Wait for red triangle to appear
Check Info Panel shows ✓ for SELL signals
Confirm current bar has closed
Enter short position
Stop loss: Above recent VAH or swing high
Target: Previous Value Area Low or 1.5-2× risk
Step 5: Risk Management
Risk per trade: Maximum 1-2% of account equity
Position sizing: Adjust based on stop loss distance
Avoid trading: During major news events or time filter periods
Multiple confirmations: Look for confluence with price action (support/resistance, trendlines)
🎓 UNDERLYING CONCEPTS
Market Profile Theory
Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify:
Value Areas: Where 70% of trading activity occurred
POC: Price level with highest acceptance (most volume)
Imbalances: When price moves away from value quickly
This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution.
VWAP (Volume Weighted Average Price)
VWAP represents the average price weighted by volume, showing where institutional traders are positioned:
Price above VWAP = Bullish (institutions accumulated lower)
Price below VWAP = Bearish (institutions distributed higher)
Using dual VWAP (Session + Week) creates multi-timeframe trend alignment.
Fair Value Gaps (FVG)
Also known as "imbalance" or "inefficiency," FVG occurs when:
Price moves so rapidly that a gap forms in the candlestick structure
Indicates institutional order flow (large market orders)
Price often returns to "fill" these gaps (rebalance)
The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts.
🔍 CREDITS & CODE ATTRIBUTION
This indicator builds upon established technical analysis concepts and combines multiple methodologies:
1. Market Profile / TPO Calculation
Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s)
Code Inspiration: TradingView's public domain Market Profile examples
Modifications: Custom filtering logic for directional bias, dual timeframe implementation
2. VWAP Calculation
Concept Origin: Standard financial instrument (widely used since 1980s)
Code Base: TradingView built-in ta.vwap() function (public domain)
Modifications: Dual VWAP system with independent anchor periods, custom filtering modes
3. Fair Value Gap Detection
Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology
Code Implementation: Original implementation based on 3-candle gap pattern
Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display
4. Pine Script Framework
Language: Pine Script v6 (TradingView)
Built-in Functions Used:
ta.vwap() - Volume weighted average price
request.security() - Higher timeframe data access
ta.change() - Period detection
ta.cum() - Cumulative volume
time() - Timestamp functions
Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator.
📊 RECOMMENDED INSTRUMENTS
Best Performance:
Major Forex Pairs (EURUSD, GBPUSD, USDJPY)
Stock Indices (ES, NQ, SPX, DAX)
Major Cryptocurrencies (BTCUSD, ETHUSD)
Liquid Stocks (high daily volume)
Avoid:
Low-volume altcoins
Illiquid stocks
Exotic forex pairs with wide spreads
⚡ PERFORMANCE TIPS
Start Conservative: Enable all filters initially
Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first
Match Timeframes: Keep MP Filter TF and FVG TF at same value
Backtest First: Review historical performance on your preferred instrument/timeframe
Combine with Price Action: Look for support/resistance confluence
Use Time Filter: Avoid low-liquidity hours (optional setting)
🚫 WHAT THIS INDICATOR DOES NOT DO
Does not guarantee profits - No trading system is 100% accurate
Does not predict the future - Based on historical patterns
Does not replace risk management - Always use stop losses
Does not work on all instruments - Requires volume data and liquidity
Does not provide exact entry/exit prices - Signals are zones, not precise levels
Does not account for fundamentals - Purely technical analysis
📜 DISCLAIMER
This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results.
Trading Risk Warning:
All trading involves risk of loss
You can lose more than your initial investment (leverage products)
Only trade with capital you can afford to lose
Always use appropriate position sizing and risk management
Consider seeking advice from a licensed financial advisor
Technical Limitations:
Indicator may repaint FVG zones until HTF bar closes
Signals are based on historical patterns that may not repeat
Market conditions change and no system works in all environments
Volume data quality varies by exchange/broker
By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses.
📞 SUPPORT & UPDATES
Questions? Comment on this publication
Issues? Describe the problem with chart screenshot
Feature Requests? Suggest improvements in comments
Updates: Will be published as new versions using TradingView's update feature
📝 VERSION HISTORY
Version 1.0 (Current)
Initial public release
Multi-filter system: MP + Dual VWAP + FVG
Directional bias filter
Real-time info panel
Comprehensive alert system
Time-based filtering
Thank you for using Smart VWAP FVG System!
Happy Trading! 📈
Swing High Low ZigZag v3.0 BajaSwing High/Low Pivot - Designed to help easily spot peaks and bottoms for quicker drawing of trendlines and other drawings as well as alerts without needing to zoom in a whole lot.
Precision NasdaqPrecision NASDAQ Levels — Open-Source Support & Resistance Indicator
This open-source Support and Resistance Indicator helps traders plot key price levels where the market may reverse or consolidate. By plotting support and resistance zones based on historical price action, it provides clear visual cues for potential entry and exit points across various timeframes.
Features:
Customizable Settings: Adjust visual styles, label positions, and toggle level labels to suit your trading strategy.
Multi-Timeframe Support: Plot Monthly, Weekly, Daily, and Daily Range levels for broader market context.
Streamlined String Input: Input structure follows this order:
Code
Red, Red, Pink, Pink, Red, Red, Daily Range, Daily Range, Weekly, Weekly, Monthly, Monthly
Semi-Automatic NQ/QQQ Conversion: Manually input daily NQ spread or QQQ calculation to adjust NASDAQ levels. Note: Levels cannot be dragged when NQ/QQQ conversion is active. Uncheck conversion boxes to enable dragging.
How It Works
Apply the indicator to your chart.
Enter values for each support and resistance level.
Drag and adjust levels directly on the chart.
Use plotted zones to identify potential reversals, breakouts, or stop-loss placements.
Combine with other tools (e.g., trendlines or oscillators) for confirmation.
Previous Week High & Low Flat Trendlines + Labels on Current weeks lower time frames which display Previous Week High & Low
